public void GivenTheHighProfitCoreSettings(Table table)
{
var config = table.Rows.First();
var dto = new HighProfitsRuleParameterDto
{
Id = RuleRunner.RuleId,
OrganisationalFactors = new[] { OrganisationalFactors.None }
};
dto.HighProfitPercentageThreshold = Convert.ToDecimal(config.ValueOrNull("ProfitThresholdPercent")) / 100;
switch (config.ValueOrNull("PriceType"))
{
case "Close":
dto.PerformHighProfitDailyAnalysis = true;
break;
case "Spot":
dto.PerformHighProfitWindowAnalysis = true;
break;
}
dto.WindowSize = RuleParameterHelpers.ToWindowSize(config.ValueOrNull("ForwardWindow"));
dto.ForwardWindow = RuleParameterHelpers.ToWindowSize(config.ValueOrNull("BackwardWindow"));
_ruleRunner.RuleParameterDto.HighProfits = dto.CreateArray();
_ruleRunner.RuleType = Rules.HighProfits;
}
public void GivenTheHighVolumeCoreSettings(Table table)
{
var config = table.Rows.First();
var dto = new HighVolumeRuleParameterDto
{
Id = RuleRunner.RuleId,
OrganisationalFactors = new[] { OrganisationalFactors.None }
};
var volumeType = config.ValueOrNull("VolumeType");
if (volumeType == "Daily")
{
dto.WindowSize = RuleParameterHelpers.ToWindowSize("1 day");
dto.HighVolumePercentageDaily = Convert.ToDecimal(config.ValueOrNull("VolumePercentage")) / 100;
}
_ruleRunner.RuleParameterDto.HighVolumes = dto.CreateArray();
_ruleRunner.RuleType = Rules.HighVolume;
}
public void GivenTheWashTradeCoreSettings(Table table)
{
var config = table.Rows.First();
var dto = new WashTradeRuleParameterDto
{
Id = RuleRunner.RuleId,
OrganisationalFactors = new[] { OrganisationalFactors.None }
};
dto.WindowSize = RuleParameterHelpers.ToWindowSize(config.ValueOrNull("TimeWindow"));
var analysePositionsBy = config.ValueOrNull("AnalysePositionsBy");
if (analysePositionsBy == "Average")
{
dto.PerformAveragePositionAnalysis = true;
dto.AveragePositionMinimumNumberOfTrades = Convert.ToInt32(config.ValueOrNull("MinNumberOfTrades"));
dto.AveragePositionMaximumPositionValueChange = Convert.ToDecimal(config.ValueOrNull("MaxValueChangePercent")) / 100;
}
_ruleRunner.RuleParameterDto.WashTrades = dto.CreateArray();
_ruleRunner.RuleType = Rules.WashTrade;
}
